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162 lines
8.3 KiB
162 lines
8.3 KiB
#ifndef STORM_SOLVER_NATIVELINEAREQUATIONSOLVER_H_
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#define STORM_SOLVER_NATIVELINEAREQUATIONSOLVER_H_
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#include <ostream>
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#include "storm/solver/LinearEquationSolver.h"
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#include "storm/solver/NativeMultiplier.h"
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namespace storm {
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namespace solver {
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template<typename ValueType>
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class NativeLinearEquationSolverSettings {
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public:
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enum class SolutionMethod {
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Jacobi, GaussSeidel, SOR, WalkerChae, Power, RationalSearch
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};
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NativeLinearEquationSolverSettings();
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void setSolutionMethod(SolutionMethod const& method);
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void setPrecision(ValueType precision);
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void setMaximalNumberOfIterations(uint64_t maximalNumberOfIterations);
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void setRelativeTerminationCriterion(bool value);
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void setOmega(ValueType omega);
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void setPowerMethodMultiplicationStyle(MultiplicationStyle value);
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void setForceSoundness(bool value);
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SolutionMethod getSolutionMethod() const;
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ValueType getPrecision() const;
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uint64_t getMaximalNumberOfIterations() const;
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uint64_t getRelativeTerminationCriterion() const;
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ValueType getOmega() const;
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MultiplicationStyle getPowerMethodMultiplicationStyle() const;
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bool getForceSoundness() const;
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private:
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bool forceSoundness;
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SolutionMethod method;
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double precision;
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bool relative;
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uint_fast64_t maximalNumberOfIterations;
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ValueType omega;
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MultiplicationStyle multiplicationStyle;
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};
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/*!
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* A class that uses storm's native matrix operations to implement the LinearEquationSolver interface.
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*/
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template<typename ValueType>
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class NativeLinearEquationSolver : public LinearEquationSolver<ValueType> {
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public:
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NativeLinearEquationSolver(NativeLinearEquationSolverSettings<ValueType> const& settings = NativeLinearEquationSolverSettings<ValueType>());
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NativeLinearEquationSolver(storm::storage::SparseMatrix<ValueType> const& A, NativeLinearEquationSolverSettings<ValueType> const& settings = NativeLinearEquationSolverSettings<ValueType>());
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NativeLinearEquationSolver(storm::storage::SparseMatrix<ValueType>&& A, NativeLinearEquationSolverSettings<ValueType> const& settings = NativeLinearEquationSolverSettings<ValueType>());
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virtual void setMatrix(storm::storage::SparseMatrix<ValueType> const& A) override;
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virtual void setMatrix(storm::storage::SparseMatrix<ValueType>&& A) override;
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virtual void multiply(std::vector<ValueType>& x, std::vector<ValueType> const* b, std::vector<ValueType>& result) const override;
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virtual void multiplyAndReduce(OptimizationDirection const& dir, std::vector<uint64_t> const& rowGroupIndices, std::vector<ValueType>& x, std::vector<ValueType> const* b, std::vector<ValueType>& result, std::vector<uint_fast64_t>* choices = nullptr) const override;
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virtual bool supportsGaussSeidelMultiplication() const override;
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virtual void multiplyGaussSeidel(std::vector<ValueType>& x, std::vector<ValueType> const* b) const override;
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virtual void multiplyAndReduceGaussSeidel(OptimizationDirection const& dir, std::vector<uint64_t> const& rowGroupIndices, std::vector<ValueType>& x, std::vector<ValueType> const* b, std::vector<uint_fast64_t>* choices = nullptr) const override;
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void setSettings(NativeLinearEquationSolverSettings<ValueType> const& newSettings);
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NativeLinearEquationSolverSettings<ValueType> const& getSettings() const;
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virtual LinearEquationSolverProblemFormat getEquationProblemFormat() const override;
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virtual LinearEquationSolverRequirements getRequirements() const override;
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virtual void clearCache() const override;
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protected:
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virtual bool internalSolveEquations(std::vector<ValueType>& x, std::vector<ValueType> const& b) const override;
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private:
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enum class Status {
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Converged, TerminatedEarly, MaximalIterationsExceeded, InProgress
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};
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struct PowerIterationResult {
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PowerIterationResult(uint64_t iterations, Status status) : iterations(iterations), status(status) {
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// Intentionally left empty.
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}
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uint64_t iterations;
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Status status;
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};
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template <typename ValueTypePrime>
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friend class NativeLinearEquationSolver;
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PowerIterationResult performPowerIteration(std::vector<ValueType>*& currentX, std::vector<ValueType>*& newX, std::vector<ValueType> const& b, ValueType const& precision, bool relative, SolverGuarantee const& guarantee, uint64_t currentIterations) const;
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void logIterations(bool converged, bool terminate, uint64_t iterations) const;
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virtual uint64_t getMatrixRowCount() const override;
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virtual uint64_t getMatrixColumnCount() const override;
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virtual bool solveEquationsSOR(std::vector<ValueType>& x, std::vector<ValueType> const& b, ValueType const& omega) const;
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virtual bool solveEquationsJacobi(std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
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virtual bool solveEquationsWalkerChae(std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
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virtual bool solveEquationsPower(std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
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virtual bool solveEquationsSoundPower(std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
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// If the solver takes posession of the matrix, we store the moved matrix in this member, so it gets deleted
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// when the solver is destructed.
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std::unique_ptr<storm::storage::SparseMatrix<ValueType>> localA;
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// A pointer to the original sparse matrix given to this solver. If the solver takes posession of the matrix
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// the pointer refers to localA.
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storm::storage::SparseMatrix<ValueType> const* A;
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// The settings used by the solver.
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NativeLinearEquationSolverSettings<ValueType> settings;
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// An object to dispatch all multiplication operations.
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NativeMultiplier<ValueType> multiplier;
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// cached auxiliary data
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mutable std::unique_ptr<std::pair<storm::storage::SparseMatrix<ValueType>, std::vector<ValueType>>> jacobiDecomposition;
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mutable std::unique_ptr<std::vector<ValueType>> cachedRowVector2; // A.getRowCount() rows
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struct WalkerChaeData {
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WalkerChaeData(storm::storage::SparseMatrix<ValueType> const& originalMatrix, std::vector<ValueType> const& originalB);
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void computeWalkerChaeMatrix(storm::storage::SparseMatrix<ValueType> const& originalMatrix);
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void computeNewB(std::vector<ValueType> const& originalB);
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void precomputeAuxiliaryData();
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storm::storage::SparseMatrix<ValueType> matrix;
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std::vector<ValueType> b;
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ValueType t;
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// Auxiliary data.
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std::vector<ValueType> columnSums;
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std::vector<ValueType> newX;
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};
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mutable std::unique_ptr<WalkerChaeData> walkerChaeData;
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};
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template<typename ValueType>
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class NativeLinearEquationSolverFactory : public LinearEquationSolverFactory<ValueType> {
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public:
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using LinearEquationSolverFactory<ValueType>::create;
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virtual std::unique_ptr<storm::solver::LinearEquationSolver<ValueType>> create() const override;
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NativeLinearEquationSolverSettings<ValueType>& getSettings();
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NativeLinearEquationSolverSettings<ValueType> const& getSettings() const;
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virtual std::unique_ptr<LinearEquationSolverFactory<ValueType>> clone() const override;
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private:
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NativeLinearEquationSolverSettings<ValueType> settings;
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};
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}
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}
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#endif /* STORM_SOLVER_NATIVELINEAREQUATIONSOLVER_H_ */
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